Gulinsky / Veretennikov Large Deviations for Discrete-Time Processes with Averaging

Nachdruck 2018
ISBN: 978-3-11-091780-2
Verlag: De Gruyter
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 192 Seiten

Frontmatter -- Contents -- Preface -- Chapter 1. Introduction to large deviations -- Chapter 2. Large deviations for the non-markovian recursive scheme with additive svhite noise' -- Chapter 3. Large deviations for the recursive scheme with stationary disturbances -- Chapter 4. Generalization of cramer's theorem -- Chapter 5. Mixing for markov processes -- Chapter 6. The averaging principle for some recursive stochastic schemes with state dependent noise -- Chapter 7. Normal deviations -- Chapter 8. Large deviations for markov processes -- Chapter 9. Large deviations for stationary processes -- Chapter 10. Large deviations for empirical measures -- Chapter 11. Large deviations in averaging principle -- Bibliography

Autoren/Hrsg.

Gulinsky, O. V.

Veretennikov, A. Yu.

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik

Inhaltsverzeichnis

Frontmatter -- Contents -- Preface -- Chapter 1. Introduction to large deviations -- Chapter 2. Large deviations for the non-markovian recursive scheme with additive svhite noise' -- Chapter 3. Large deviations for the recursive scheme with stationary disturbances -- Chapter 4. Generalization of cramer's theorem -- Chapter 5. Mixing for markov processes -- Chapter 6. The averaging principle for some recursive stochastic schemes with state dependent noise -- Chapter 7. Normal deviations -- Chapter 8. Large deviations for markov processes -- Chapter 9. Large deviations for stationary processes -- Chapter 10. Large deviations for empirical measures -- Chapter 11. Large deviations in averaging principle -- Bibliography